Lecture Notes in Functional Analysis

by William L. Paschke

edition 0.9

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Contents

Frontmatter

I. Hilbert Space

II. Bounded Operators

III. Compact Operators

IV. The Spectral Theorem

Index and References

A. Two Basic Theorems

Theorem II.14 (Baire's Theorem)

Let Xcomplete metric space\( X \) be a complete metric space.

  1. If (sequenceUopen dense subsetninteger)sequenceninteger=1one∞infinity \( \mathopen{}\left({U}_{n}\right)\mathclose{}_{n=1}^{\infty} \) is a sequence of open dense subsets of Xcomplete metric space\( X \), then ⋂intersectionninteger=1one∞infinityUopen dense subsetninteger \( \bigcap_{n=1}^{\infty}{}{U}_{n} \) is dense in Xcomplete metric space\( X \).
  2. Xcomplete metric space\( X \) is not a countable union of nowhere-dense sets.

More simply, if Xnormed linear space\( X \) is the union of countably many sets, when we close them, at least one of the closures contains an open set.

Definition II.15

Let Xtopological space\( X \) and Ytopological space\( Y \) be topological spaces. A map ffunction:mapsXtopological space→toYtopological space \( f : X \to Y \) is open if ffunction⁡(U) \( f\mathopen{}\left( U\right)\mathclose{} \) is open in Ytopological space\( Y \) whenever U\( U \) is open in Xtopological space\( X \).

Remark II.16

If Xnormed linear space\( X \) and Ynormed linear space\( Y \) are normed linear spaces and ffunction\( f \) is linear, then ffunction\( f \) commutes with translations and dilations, so ffunction\( f \) is open if and only if ffunction⁡(BballXnormed linear space⁡(1one)) \( f\mathopen{}\left( \mathrm{B}_{X}\mathopen{}\left( 1\right)\mathclose{}\right)\mathclose{} \) contains a ball centered at 0zero\( 0 \) in Ynormed linear space\( Y \), where BballXnormed linear space⁡(1one) \( \mathrm{B}_{X}\mathopen{}\left( 1\right)\mathclose{} \) is the unit ball in Xnormed linear space\( X \).

Theorem II.17 (Open Mapping Theorem)

Let XBanach space\( X \) and YBanach space\( Y \) be Banach Spaces. If an operator Tlinear map∈element ofℒbounded linear operators⁡(XBanach spaceYBanach space) \( T\in \mathcal{L}\mathopen{}\left( X, Y\right)\mathclose{} \) is surjective, then Tlinear map\( T \) is open.

Proof. Let BballXBanach space⁡(rreal number,xvector0zero) \( \mathrm{B}_{X}\mathopen{}\left( r, {x}_{0}\right)\mathclose{} \) denote the open ball of radius rreal number\( r \) around xvector0zero \( {x}_{0} \) in XBanach space\( X \), and likewise for balls in YBanach space\( Y \). Write Bball⁡(rreal number)=equalsBballXBanach space⁡(rreal number,0zero) \( \mathrm{B}\mathopen{}\left( r\right)\mathclose{}= \mathrm{B}_{X}\mathopen{}\left( r, 0\right)\mathclose{} \). It will suffice to show that Tlinear map⁡(Bball⁡(1one)) \( T\mathopen{}\left( \mathrm{B}\mathopen{}\left( 1\right)\mathclose{}\right)\mathclose{} \) contains a ball about 0zero\( 0 \) in YBanach space\( Y \). Since XBanach space=equals⋃unionninteger=1one∞infinity Bball⁡(ninteger) \( X= \bigcup_{n=1}^{\infty}{} \mathrm{B}\mathopen{}\left( n\right)\mathclose{} \) and Tlinear map\( T \) is surjective, we have that YBanach space=equals⋃unionninteger=1one∞infinity Tlinear map⁡(Bball⁡(ninteger)) \( Y= \bigcup_{n=1}^{\infty}{} T\mathopen{}\left( \mathrm{B}\mathopen{}\left( n\right)\mathclose{}\right)\mathclose{} \). The map yvector↦is mapped toninteger⁢timesyvector \( y\mapsto ny \) is a homeomorphism of YBanach space\( Y \) that maps Tlinear map⁡(Bball⁡(1one)) \( T\mathopen{}\left( \mathrm{B}\mathopen{}\left( 1\right)\mathclose{}\right)\mathclose{} \) to Tlinear map⁡(Bball⁡(ninteger)) \( T\mathopen{}\left( \mathrm{B}\mathopen{}\left( n\right)\mathclose{}\right)\mathclose{} \), so it follows from Baire's Theorem that Tlinear map⁡(Bball⁡(1one)) ¯ \( \overline{ T\mathopen{}\left( \mathrm{B}\mathopen{}\left( 1\right)\mathclose{}\right)\mathclose{} } \) contains an open ball about 0zero\( 0 \). Thus there exists yvector0zero∈element ofYBanach space \( {y}_{0}\in Y \) and an rreal number>greater than0zero \( r\gt 0 \) such that BballYBanach space⁡(4four⁢timesrreal number,yvector0zero)⊆subset Tlinear map⁡(Bball⁡(1one)) ¯ \( \mathrm{B}_{Y}\mathopen{}\left( 4r, {y}_{0}\right)\mathclose{}\subseteq \overline{ T\mathopen{}\left( \mathrm{B}\mathopen{}\left( 1\right)\mathclose{}\right)\mathclose{} } \). Now pick yvector1one=equalsTlinear map⁡(xvector) \( {y}_{1}= T\mathopen{}\left( x\right)\mathclose{} \) with xvector∈element ofBball⁡(1one) \( x\in \mathrm{B}\mathopen{}\left( 1\right)\mathclose{} \) such that ‖yvector1one-minusyvector0zero‖<less than2two⁢timesrreal number \( \mathopen{}\left\lVert{}{y}_{1}-{y}_{0}\right\rVert\mathclose{}\lt 2r \). Then BballYBanach space⁡(2two⁢timesrreal number,yvector1one)⊆subsetBballYBanach space⁡(4four⁢timesrreal number,yvector0zero)⊆subset Tlinear map⁡(Bball⁡(1one)) ¯ \( \mathrm{B}_{Y}\mathopen{}\left( 2r, {y}_{1}\right)\mathclose{}\subseteq \mathrm{B}_{Y}\mathopen{}\left( 4r, {y}_{0}\right)\mathclose{}\subseteq \overline{ T\mathopen{}\left( \mathrm{B}\mathopen{}\left( 1\right)\mathclose{}\right)\mathclose{} } \). If ‖yvector‖<less than2two⁢timesrreal number \( \mathopen{}\left\lVert{}y\right\rVert\mathclose{}\lt 2r \), then yvector1one-minusyvector∈element ofBballYBanach space⁡(2two⁢timesrreal number,yvector1one)⊆subsetBballYBanach space⁡(4four⁢timesrreal number,yvector0zero)⊆subset Tlinear map⁡(Bball⁡(1one)) ¯ \( {y}_{1}-y\in \mathrm{B}_{Y}\mathopen{}\left( 2r, {y}_{1}\right)\mathclose{}\subseteq \mathrm{B}_{Y}\mathopen{}\left( 4r, {y}_{0}\right)\mathclose{}\subseteq \overline{ T\mathopen{}\left( \mathrm{B}\mathopen{}\left( 1\right)\mathclose{}\right)\mathclose{} } \), and hence yvector1one-minusyvector∈element of Tlinear map⁡(Bball⁡(1one)) ¯ \( {y}_{1}-y\in \overline{ T\mathopen{}\left( \mathrm{B}\mathopen{}\left( 1\right)\mathclose{}\right)\mathclose{} } \). Then yvector=equalsyvector1one+plus(yvector-minusyvector1one)=equalsTlinear map⁡(xvector)+plus(yvector-minusyvector1one)∈element ofTlinear map⁡(xvector)+plus Tlinear map⁡(Bball⁡(1one)) ¯=equals Tlinear map⁡((xvector1one+plusBball⁡(1one))) ¯⊆subset Tlinear map⁡(Bball⁡(2two)) ¯ \[ y= {y}_{1}+\mathopen{}\left(y-{y}_{1}\right)\mathclose{}= T\mathopen{}\left( x\right)\mathclose{}+\mathopen{}\left(y-{y}_{1}\right)\mathclose{}\in T\mathopen{}\left( x\right)\mathclose{}+\overline{ T\mathopen{}\left( \mathrm{B}\mathopen{}\left( 1\right)\mathclose{}\right)\mathclose{} }= \overline{ T\mathopen{}\left( \mathopen{}\left({x}_{1}+\mathrm{B}\mathopen{}\left( 1\right)\mathclose{}\right)\mathclose{}\right)\mathclose{} }\subseteq \overline{ T\mathopen{}\left( \mathrm{B}\mathopen{}\left( 2\right)\mathclose{}\right)\mathclose{} } \]. So what we have is that BballYBanach space⁡(2two⁢timesrreal number,0zero)⊆subset Tlinear map⁡(Bball⁡(2two)) ¯ \( \mathrm{B}_{Y}\mathopen{}\left( 2r, 0\right)\mathclose{}\subseteq \overline{ T\mathopen{}\left( \mathrm{B}\mathopen{}\left( 2\right)\mathclose{}\right)\mathclose{} } \), and hence BballYBanach space⁡(rreal number,0zero)⊆subset Tlinear map⁡(Bball⁡(1one)) ¯ \( \mathrm{B}_{Y}\mathopen{}\left( r, 0\right)\mathclose{}\subseteq \overline{ T\mathopen{}\left( \mathrm{B}\mathopen{}\left( 1\right)\mathclose{}\right)\mathclose{} } \).

We will conclude the proof by showing that BballYBanach space⁡(rreal number2two,0zero)⊆subset Tlinear map⁡(Bball⁡(1one)) ¯ \( \mathrm{B}_{Y}\mathopen{}\left( \frac{r}{2}, 0\right)\mathclose{}\subseteq \overline{ T\mathopen{}\left( \mathrm{B}\mathopen{}\left( 1\right)\mathclose{}\right)\mathclose{} } \). Now, since Tlinear map\( T \) commutes with dilations, we have that ‖yvector‖<less than2two−⁢ninteger⁢timesrreal number \( \mathopen{}\left\lVert{}y\right\rVert\mathclose{}\lt {2}^{{-}n}r \) implies yvector∈element of Tlinear map⁡(Bball⁡( 2two−⁢ninteger )) ¯ \( y\in \overline{ T\mathopen{}\left( \mathrm{B}\mathopen{}\left( {2}^{{-}n} \right)\mathclose{}\right)\mathclose{} } \). Suppose that ‖yvector‖<less thanrreal number2two \( \mathopen{}\left\lVert{}y\right\rVert\mathclose{}\lt \frac{r}{2} \). We can find xvector1one∈element ofBballXBanach space⁡(1one2two,0zero) \( {x}_{1}\in \mathrm{B}_{X}\mathopen{}\left( \frac{1}{2}, 0\right)\mathclose{} \) such that ‖yvector-minusTlinear map⁡(xvector1one)‖<less thanrreal number4four \( \mathopen{}\left\lVert{}y-T\mathopen{}\left( {x}_{1}\right)\mathclose{}\right\rVert\mathclose{}\lt \frac{r}{4} \). By induction we get xvectorninteger∈element ofBball⁡( 2two−⁢ninteger ) \( {x}_{n}\in \mathrm{B}\mathopen{}\left( {2}^{{-}n} \right)\mathclose{} \) such that ‖yvector-minus∑summationiinteger=1oneninteger Tlinear map⁡(xvectoriinteger) ‖<less thanrreal number⁢times 2two −⁢ninteger-minus1one \( \mathopen{}\left\lVert{}y-\sum_{i=1}^{n}{} T\mathopen{}\left( {x}_{i}\right)\mathclose{} \right\rVert\mathclose{}\lt r{2}^{{-}n-1} \). Since XBanach space\( X \) is complete the series ∑summationninteger=1one∞infinity xvectorninteger \( \sum_{n=1}^{\infty}{} {x}_{n} \) converges in XBanach space\( X \). Call the sum svector\( s \). Then ‖svector‖<less than∑summationninteger=1one∞infinity 2two−⁢ninteger =equals1one \( \mathopen{}\left\lVert{}s\right\rVert\mathclose{}\lt \sum_{n=1}^{\infty}{} {2}^{{-}n} = 1 \) and yvector=equalsTlinear map⁡(svector) \( y= T\mathopen{}\left( s\right)\mathclose{} \) (because Tlinear map\( T \) is bounded). Thus yvector∈element ofTlinear map⁡(Bball⁡(1one)) \( y\in T\mathopen{}\left( \mathrm{B}\mathopen{}\left( 1\right)\mathclose{}\right)\mathclose{} \) for all yvector\( y \) such that ‖yvector‖<less thanrreal number2two \( \mathopen{}\left\lVert{}y\right\rVert\mathclose{}\lt \frac{r}{2} \).

Corollary II.18

If XBanach space\( X \) and YBanach space\( Y \) are Banach spaces and Tlinear map\( T \) in ℒbounded linear operators⁡(XBanach spaceYBanach space) \( \mathcal{L}\mathopen{}\left( X, Y\right)\mathclose{} \) is one-to-one and onto, then Tlinear map−⁢1inverse\( {T}^{-1} \) is bounded.

Remark II.19

If Xnormed linear space\( X \) and Ynormed linear space\( Y \) are normed linear spaces, we'll define the norm on Xnormed linear space⊕Ynormed linear space\( X\oplus Y \) by ‖(xvector, yvector)‖=equals‖xvector‖+plus‖yvector‖ \( \mathopen{}\left\lVert{}\mathopen{}\left(x, y\right)\mathclose{}\right\rVert\mathclose{}= \mathopen{}\left\lVert{}x\right\rVert\mathclose{}+\mathopen{}\left\lVert{}y\right\rVert\mathclose{} \) (for now).

Definition II.20

The graph of a linear map Tlinear map:mapsXnormed linear space→toYnormed linear space \( T : X \to Y \) between vector spaces is (of course) the subspace Ggraph⁡(Tlinear map) \( \mathop{\mathcal{G}}\mathopen{}\left( T\right)\mathclose{} \) of Xnormed linear space⊕Ynormed linear space \( X\oplus Y \) defined by G⁡(Tlinear map)=equals{set(xvector, Tlinear map⁡(xvector))|such thatxvector∈element ofXnormed linear space}set \( \mathop{\mathcal{G}}\mathopen{}\left( T\right)\mathclose{}= \mathopen{}\left\{\, \mathopen{}\left(x, T\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}\,\middle\vert\, x\in X\,\right\}\mathclose{} \).

When Xnormed linear space\( X \) and Ynormed linear space\( Y \) are normed linear spaces and Tlinear map\( T \) is bounded, it is straightforward to show that G⁡(Tlinear map) \( \mathop{\mathcal{G}}\mathopen{}\left( T\right)\mathclose{} \) is closed in Xnormed linear space⊕Ynormed linear space \( X\oplus Y \), normed as above (or in any fashion that makes the inclusions from Xnormed linear space\( X \) and Ynormed linear space\( Y \) to Xnormed linear space⊕Ynormed linear space\( X\oplus Y \) and the projections from Xnormed linear space⊕Ynormed linear space\( X\oplus Y \) onto Xnormed linear space\( X \) and Ynormed linear space\( Y \) continuous). For Banach spaces, the converse is true.

Theorem II.21 (Closed Graph Theorem)

If Tlinear map:mapsXnormed linear space→toYnormed linear space \( T : X \to Y \) is a linear map between Banach spaces whose graph is closed, then Tlinear map\( T \) is bounded.

Proof. Define φfunction1one∈element ofℒbounded linear operators⁡(G⁡(Tlinear map)Xnormed linear space) \( {φ}_{1}\in \mathcal{L}\mathopen{}\left( \mathop{\mathcal{G}}\mathopen{}\left( T\right)\mathclose{}, X\right)\mathclose{} \) by φfunction1one⁡(xvectorTlinear map⁡(xvector))=equalsxvector \( {φ}_{1}\mathopen{}\left( x, T\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}= x \) and φfunction2two∈element ofℒbounded linear operators⁡(G⁡(Tlinear map)Ynormed linear space) \( {φ}_{2}\in \mathcal{L}\mathopen{}\left( \mathop{\mathcal{G}}\mathopen{}\left( T\right)\mathclose{}, Y\right)\mathclose{} \) by φfunction2two⁡(xvectorTlinear map⁡(xvector))=equalsTlinear map⁡(xvector) \( {φ}_{2}\mathopen{}\left( x, T\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}= T\mathopen{}\left( x\right)\mathclose{} \). It is easily seen that Xnormed linear space⊕Ynormed linear space\( X\oplus Y \) is complete, so our hypothesis makes G⁡(Tlinear map) \( \mathop{\mathcal{G}}\mathopen{}\left( T\right)\mathclose{} \) complete. Notice that φfunction1one\( {φ}_{1} \) is bijective. By Corollary II.18, φfunction1one−⁢1inverse \( {φ}_{1}^{-1} \) is bounded. Thus φfunction2two∘compositionφfunction1one−⁢1inverse=equalsTlinear map \( {φ}_{2}\circ {φ}_{1}^{-1}= T \) is bounded.


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